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Fix some $k\in\mathbb N$ and some probability $p\in[0,1]$. Denote with $F_n$ the cdf of the k-th highest oder statistic (i.e. the distribution of the k-th highest draw) of $n$ draws from a uniform distribution on $[0,1]$. Obviously, for $n\to\infty$, the $p$-quantile of $F_n$ as well as the expectation of the lower $p$-quantile approach $1$. I am interested in the speed they converge to each other. More precisely, for $X_q^n$ being the $q$-th highest order statistic of $n$ draws I need to determine

$ \lim_{n\to\infty} n\big(F_n^{-1}(p)-\mathbb E[X^n_q|X^n_q\leq F_n^{-1}(p)]\big)$

It seems related to the question The behavior of a uniform order statistic near zero, but I don't see how I can solve it.

Fix some $k\in\mathbb N$ and some probability $p\in[0,1]$. Denote with $F_n$ the cdf of the k-th highest oder statistic (i.e. the distribution of the k-th highest draw) of $n$ draws from a uniform distribution on $[0,1]$. Obviously, for $n\to\infty$, the $p$-quantile of $F_n$ as well as the expectation of the lower $p$-quantile approach $1$. I am interested in the speed they converge to each other. More precisely, for $X_k^n$ being the $k$-th highest order statistic of $n$ draws I need to determine

$ \lim_{n\to\infty} n\big(F_n^{-1}(p)-\mathbb E[X^n_k|X^n_q\leq F_n^{-1}(p)]\big)$

It seems related to the question The behavior of a uniform order statistic near zero, but I don't see how I can solve it.

Fix some $k\in\mathbb N$ and some probability $p\in[0,1]$. Denote with $F_n$ the cdf of the k-th highest oder statistic (i.e. the distribution of the k-th highest draw) of $n$ draws from a uniform distribution on $[0,1]$. Obviously, for $n\to\infty$, the $p$-quantile of $F_n$ as well as the expectation of the lower $p$-quantile approach $1$. I am interested in the speed they converge to each other. More precisely, I need to determine

$ \lim_{n\to\infty} n\big(F_n^{-1}(p)-\mathbb E_{F_n}[X|X\leq F_n^{-1}(p)]\big)$

It seems related to the question The behavior of a uniform order statistic near zero, but I don't see how I can solve it.

Fix some $k\in\mathbb N$ and some probability $p\in[0,1]$. Denote with $F_n$ the cdf of the k-th highest oder statistic (i.e. the distribution of the k-th highest draw) of $n$ draws from a uniform distribution on $[0,1]$. Obviously, for $n\to\infty$, the $p$-quantile of $F_n$ as well as the expectation of the lower $p$-quantile approach $1$. I am interested in the speed they converge to each other. More precisely, for $X_q^n$ being the $q$-th highest order statistic of $n$ draws I need to determine

$ \lim_{n\to\infty} n\big(F_n^{-1}(p)-\mathbb E[X^n_q|X^n_q\leq F_n^{-1}(p)]\big)$

It seems related to the question The behavior of a uniform order statistic near zero, but I don't see how I can solve it.